V-Lab: Samwha Electric Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Samwha Electric Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:88.53% (+6.59%)

Analysis last updated: Sunday, April 21, 2024 at 12:14 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6380	5.49
$α$	0.1652	9.73
$β$	0.7448	31.85
$γ_{1}$	0.0443	1.76
$γ_{2}$	-0.0874	-2.41
$γ_{3}$	0.0722	2.93
$γ_{4}$	-0.0642	-2.48
$γ_{5}$	0.0683	2.49
$γ_{6}$	-0.0576	-1.91
$γ_{7}$	0.0344	1.40

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts